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Problem 13-11 (LG 13-7) Refer to Table 13-28. What is the contribution to the asset base of the following items under the Basel III
Problem 13-11 (LG 13-7) Refer to Table 13-28. What is the contribution to the asset base of the following items under the Basel III requirements? (Leave no cells blank - be certain to enter "O" wherever required. Enter your answers in dollars not in millions.) a. $5 million cash reserves. b. $30 million 91-day U.S. Treasury bills. c. $15 million cash items in the process of collection. d. $3 million UK government bonds, OECD CRD rated 1. e. $3 million French short-term government bonds, OECD CRD rated 2. f. $1 million general obligation bonds. g. $20 million repurchase agreements (against U.S. Treasuries). h. $3 million loan to foreign bank, OECD rated 3. i. $300 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%. j. $5 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%. k. $3 million 1-4 family home mortgages, 100 days past due. I. $300 million commercial and industrial loans, AAA-rated. m. $300 million commercial and industrial loans, B-rated. n. $100,000 performance-related standby letters of credit to a AAA-rated corporation. o. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. p. $5 million commercial letter of credit to a foreign bank, OECD CRC rated 2. q. $1 million five-year loan commitment to a foreign government, OECD CRC rated 1. r. $4 million bankers' acceptance conveyed to a U.S. AA-rated corporation. s. $18 million three-year loan commitment to a private agent. t. $18 million three-month loan commitment to a private agent. u. $36 million standby letter of credit to back an A-rated corporate issue of commercial paper. v. $6 million five-year interest rate swap with no current exposure. w. $9 million two-year currency swap with $800,000 current exposure.
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